+5.8%
CAT vs RKT
-7.0%
+12.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.9% | +6.3% | +7.1% |
| 7D | -2.4% | +10.3% | -12.7% | -3.6% |
| 30D | -25.0% | +32.3% | -57.3% | -28.0% |
| 3M | -28.7% | +10.7% | -39.4% | -29.6% |
| 6M | -33.0% | -3.2% | -29.8% | -32.6% |
| YTD | +5.4% | -21.5% | +27.0% | +6.7% |
| All | +5.8% | -7.0% | +12.8% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RKT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling